-39.9%
BABA vs CNC
-7.2%
-32.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.3% | -6.8% | -7.0% |
| 7D | -12.7% | -5.3% | -7.4% | -12.3% |
| 30D | -14.9% | +2.0% | -16.9% | -15.1% |
| 3M | -24.6% | +4.8% | -29.4% | -25.1% |
| 6M | -29.3% | +18.5% | -47.8% | -30.7% |
| YTD | -35.0% | +70.8% | -105.8% | -39.0% |
| 1Y | -39.7% | +94.1% | -133.8% | -44.3% |
| 3Y | +21.2% | -2.2% | +23.4% | +16.7% |
| 5Y | -39.9% | -7.4% | -32.5% | -45.4% |
| All | -39.9% | -7.2% | -32.7% | -45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling